Senior Financial Engineer
Job Description We are looking for a financial engineer to join our modelling team which is responsible for all the models, scorecards and calibrations used in the rating process.
This is a good opportunity to join a growing team where you will be expected to participate in the development and calibration of credit rating models and assist with documentation, oversight and maintenance of some of the rating agency's models that are used in the rating process. Key Responsibilities:
- Develop in-depth knowledge of Moody's credit rating models and scorecards
- Research econometric, statistical and mathematical techniques to evaluate performance of econometric models
- Participate in rating methodology developments.
- Assist with quantitative projects to create, calibrate, update and improve credit rating models (structured finance collateral and fundamental models)
- Work with managers to create documentation around credit rating models.
- Participate in professional training for analytical staff
- Build relationships with analytical staff and management
- Strong academic background, MSc or PhD in relevant areas like Financial Engineering, Mathematical Finance, Mathematics, Statistics, Physics, Econometrics
- Work plus academic experience up to 5 years in developing, calibrating and documenting financial models - credit risk or structured finance a plus
- Understanding of model development, statistics and econometrics
- Good development skills in one of the following technologies: C++, VBA, MATLAB, Python or R
- Understanding of fixed income; understanding of structured finance is a plus
- Good oral and written communication skills, able to communicate clearly and succinctly
- Highly organized and efficient, with ability to multi-task and manage multiple projects
Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, sex, gender, age, religion, national origin, citizen status, marital status, physical or mental disability, military or veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law. Moody's also provides reasonable accommodation to qualified individuals with disabilities in accordance with applicable laws. If you need to inquire about a reasonable accommodation, or need assistance with completing the application process, please email email@example.com.. This contact information is for accommodation requests only, and cannot be used to inquire about the status of applications.
For San Francisco positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the San Francisco Fair Chance Ordinance. For New York City positions, qualified applicants with criminal histories will be considered for employment consistent with the requirements of the New York City Fair Chance Act. For all other applicants, qualified applicants with criminal histories will be considered for employment consistent with the requirements of applicable law.
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Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.